Struct LegEfficiencyEngine 

pub struct LegEfficiencyEngine { /* private fields */ }

Kaufman Efficiency Ratio: net movement over path length.

Over the last len + 1 closes, ER = |close_t - close_{t-len}| / sum(|close_i - close_{i-1}|), and 0 when nothing moved. 1 means the closes went straight from one end to the other, values near 0 that they travelled far and arrived nowhere. Alerts fire at >= 0.65 and <= 0.20.

First output: with the len + 1-th bar. Indicator::reset clears the window.

Implementations

impl LegEfficiencyEngine

pub fn new(len: usize) -> Self

Trait Implementations

impl Clone for LegEfficiencyEngine

fn clone(&self) -> LegEfficiencyEngine

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for LegEfficiencyEngine

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Indicator for LegEfficiencyEngine

fn name(&self) -> &str

fn warmup_period(&self) -> usize

fn reset(&mut self)

fn on_bar(&mut self, bar: &Bar) -> Option<IndicatorOutput>

fn alerts(&self) -> Vec<IndicatorAlert>

fn on_checked_bar( &mut self, bar: &Bar, ) -> Result<Option<IndicatorOutput>, BarValidationError>

Validates a bar before forwarding it to Indicator::on_bar.